-55.8%
FIG vs CLSK
+35.0%
-90.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.2% | -4.4% |
| 7D | -16.3% | +8.8% | -25.1% | -17.1% |
| 30D | -14.3% | -6.0% | -8.3% | -13.9% |
| 3M | +7.2% | -24.4% | +31.5% | +10.1% |
| 6M | -18.6% | +19.0% | -37.7% | -24.5% |
| YTD | -35.5% | +25.4% | -60.9% | -42.4% |
| 1Y | -55.8% | +39.8% | -95.5% | -61.2% |
| All | -55.8% | +35.0% | -90.8% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling